Some head units need a seperate reciever unit alright, some need just antenna cos sat nav is built in and some need to run a disc each time you want to use it, so basically, what does it say when you select it? or, if you tell me the make and model, i can tell you which type it is and what it needs.
If it has it built in and you just need an antenna it will ask you are you indoors because you will have no signal. But if its built in antenna would have come with it , good mounting point is under dash, it will penatrate plastic.